double check the site settings for the testing server.
since you are trying to connect to the remote MySQL servert, the testing server settings should use FTP to connect to your remote server.
make sure that the web URL you add is a valid URL.
In some cases, the ftp connection may connect to the server below the web root. You may need to add a Host directory like /public_html to force the ftp conection to point to the same location as the web URL.
when making a database connection, the testing server you define for the site is used. Most connection issues are a result of not properly setting the testing server.